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Monthly European ABCP Surveillance Snapshot?As Of Dec. 31, 2010 Mar 11 Product Image

Monthly European ABCP Surveillance Snapshot?As Of Dec. 31, 2010 Mar 11

  • Published: March 2011
  • Standard & Poors

Abstract
The conduit administrators have provided portfolio data as part of Standard & Poor's Ratings Services' surveillance process for asset-backed commercial paper (ABCP) conduits; for some conduits, this can lag the related reporting period by up to six weeks. This report provides monthly information on outstandings, programwide credit enhancement, supporting counterparties, and our key rating and collateral considerations for all of the European-based conduits that we rate. Counterparty And Supporting Obligations Methodology And Assumptions, Dec. 6, 2010 Standard & Poor's Analysis Of ABCP Ratings Following Changes To Ratings On Support Providers, Dec. 18, 2008 European Legal Criteria for Structured Finance Transactions, Aug. 28, 2008 Principles-Based Rating Methodology For Global Structured Finance Securities, May 29, 2007 Revised Framework For Applying Counterparty And...

Standard and Poors RatingsXpress Credit Research provides in-depth coverage of international corporates, financial institutions, insurance companies, utilities, sovereigns and structured finance programs. RatingsXpress Credit Research lets users determine the credit rating of holdings and identify READ MORE >

Securitized Instantly Repackaged Perpetuals Ltd.,Rhein-Main Securitisation Ltd.,Mont Blanc Capital Corp.,Thames Asset Global Securitization No 1 Inc.,Antalis S.A.,Thesee Ltd.,Compass Securitisation Program,Atlantis One Funding Corp.,LMA S.A.,Silver Tower Funding Ltd.,HEXAGON Finance a.r.l.,General Funding Ltd. ,Rheingold Securitisation Ltd.,Cantabric Financing PLC,Scaldis Capital Ltd.,Amstel Funding Corp.,Viking Asset Securitisation Ltd.,Arabella Finance Ltd.,Solitaire Funding Ltd.,Quasar Securitisation Company N.V.,Romulus Funding Corp.,Diversified Receivables Conduit (DIRECT) Funding S.A.,Grampian Funding Ltd.,Cancara Asset Securitisation Ltd.,Opusalpha Funding Ltd.,Curzon Funding Ltd.,Chesham Finance Ltd.,Landale Funding Ltd.,Matchpoint Finance PLC,Ebury Finance Ltd.,Regency Assets Ltd.,Anglesea Funding PLC,Halkin Finance PLC,Tempo Finance Ltd.,Fondo de Titulizacion de Activos Santander 2,Churchill Loan Asset Securitisation Programme, LLC,Royal Park Investments S.A./N.V.,Managed and Enhanced Tap (Magenta) Funding SAT

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